Diego Amaya

A scientific paper co-authored by Professor Geneviève Gauthier and her colleagues Professors Diego Amaya, of Wilfrid Laurier University, and Jean-François Bégin, of Simon Fraser University, won the Best Paper Award in the "Best Paper on Derivatives" category at the annual Conference of the Northern Finance Association (NFA) in Halifax last month.

The paper, entitled Extracting Latent States from High Frequency Option Prices, was chosen for its scientific quality, beating out dozens of other entries from around the world.

Congratulations to Claudio Contardo, Professor at the Department of Management and Technology at UQÀM, who received the award for young researcher. As well as Diego Amaya, Professor at the Department of Finance at UQÀM, who received the award for the best publication for his article entitled "Does Realized Skewness Predict the Cross-Section of Stock Returns?" published in Journal of Financial Economics.

These awards were obtained during a ceremony that occured on May 14, 2015. For more information, click here.

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GERAD

GERAD is a multi university research center founded in 1979, financed by FRQNT.
It involves some seventy experts from a mix of disciplines: quantitative methods for management, operations researchers, computer scientists, mathematicians and mathematical engineers, from HEC Montréal, Polytechnique Montréal, McGill University and Université du Québec à Montréal.